Download e-book for iPad: Asymptotic Analysis of Random Walks: Heavy-Tailed by A. A. Borovkov,K. A. Borovkov

By A. A. Borovkov,K. A. Borovkov

ISBN-10: 052188117X

ISBN-13: 9780521881173

This booklet makes a speciality of the asymptotic behaviour of the possibilities of huge deviations of the trajectories of random walks with 'heavy-tailed' (in specific, frequently various, sub- and semiexponential) leap distributions. huge deviation chances are of serious curiosity in different utilized components, usual examples being damage percentages in probability idea, blunders possibilities in mathematical records, and buffer-overflow chances in queueing conception. The classical huge deviation idea, built for distributions decaying exponentially quick (or even swifter) at infinity, quite often makes use of analytical equipment. If the quick decay fails, that is the case in lots of very important utilized difficulties, then direct probabilistic tools frequently end up to be effective. This monograph offers a unified and systematic exposition of the big deviation thought for heavy-tailed random walks. many of the effects awarded within the ebook are showing in a monograph for the 1st time. lots of them have been got through the authors.

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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications) by A. A. Borovkov,K. A. Borovkov

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